On the optimal control of a class of continuous time non-Markov decision processes
- 1 February 1979
- journal article
- research article
- Published by Taylor & Francis in International Journal of Systems Science
- Vol. 10 (2) , 135-144
- https://doi.org/10.1080/00207727908941571
Abstract
An optimal policy for a class of non-Markov decision processes is characterized by means of the theory of optimal control. This policy is found to take the form of a ranking of all the available actions by means of an index and using at all times the action which has the smallest associated index.Keywords
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